+4,577.2%
CNC vs ALB
+1,470.8%
+3,106.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.4% | +3.0% | -0.4% |
| 7D | +3.5% | -8.1% | +11.6% | +5.6% |
| 30D | +0.1% | +6.3% | -6.2% | -1.6% |
| 3M | +6.9% | -23.6% | +30.5% | +13.0% |
| 6M | +49.0% | -24.6% | +73.6% | +56.1% |
| YTD | +62.9% | -10.3% | +73.2% | +61.9% |
| 1Y | +134.0% | +61.5% | +72.5% | +97.0% |
| 3Y | +9.4% | -34.0% | +43.4% | +6.1% |
| 5Y | +4.1% | -44.6% | +48.7% | -1.9% |
| 10Y | +95.4% | +76.1% | +19.3% | +6.3% |
| All | +4,577.2% | +1,470.8% | +3,106.4% | +861.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ALB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling